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math.OC2020
Approximate Nash equilibria in large nonconvex aggregative games
Kang Liu, Nadia Oudjane, Cheng Wan
This paper shows the existence of -Nash equilibria in -player noncooperative sum-aggregative games in which the players' cost functions, depending on…
math.OC2020★ 2 cited
Decomposition of convex high dimensional aggregative stochasticcontrol problems
Adrien Séguret, Clémence Alasseur, J. Frédéric Bonnans +3
We consider the framework of convex high dimensional stochastic control problems, in which the controls are aggregated in the cost function. As first contribution, we introduce a m…